+43.4%
C vs RCL
-23.1%
+66.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | +1.3% | -17.3% | +18.6% | +6.0% |
| 3M | +3.1% | -2.8% | +5.9% | +3.3% |
| 6M | +29.6% | -4.4% | +34.0% | +29.7% |
| YTD | +19.0% | -4.2% | +23.1% | +19.1% |
| All | +43.4% | -23.1% | +66.6% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling